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Forecasting foreign exchange volatility : is implied volatility the best we can do?
Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001974118
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The role of jumps in volatility spillovers in foreign exchange markets: meteor shower and heat waves revisited
Lahaye, Jérôme; Neely, Christopher J. - 2014
Persistent link: https://www.econbiz.de/10010423538
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Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009701646
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European gasoline markets : price transmission asymmetries in mean and variance
Torrado, María; Escribano, Álvaro - 2020
Persistent link: https://www.econbiz.de/10012158754
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Econometric modeling of exchange rate volatility and jumps
Erdemlioglu, Deniz; Laurent, Sébastien; Neely, … - 2012
Persistent link: https://www.econbiz.de/10009522869
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International R&D spillovers and asset prices
Gavazzoni, Federico; Santacreu, Ana Maria - 2015
Persistent link: https://www.econbiz.de/10011398703
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Volatility-spillover effects in European bond markets
Christiansen, Charlotte - 2003
Persistent link: https://www.econbiz.de/10001848445
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Causality, connectedness, and volatility pass-through among energy-metal-stock-carbon markets : new evidence from the EU
Pakrooh, Parisa; Manera, Matteo - 2024
volatility transmission from Brent Oil, UK Natural Gas, Rotterdam Coal, Gold, Silver, Copper, and EuroStoxx600 future prices to … models, and Time-Varying parameter Vector Auto Regressive models with Stochastic Volatility with the use of a comprehensive … markets significantly influencing volatility in EUA prices. The time-varying spillover effect is most pronounced with a one …
Persistent link: https://www.econbiz.de/10014634608
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Stock return volatility patterns in India
Batra, Amita (contributor) - 2004
Persistent link: https://www.econbiz.de/10002584397
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Persistent link: https://www.econbiz.de/10001650402